0.2.0
Latest:
Added Github Pages documentation
Changed default for `series_id` so it is no longer required if univariate
Changed default of `subset` to None.
Removed `weighted` parameter, now passing weights to .fit() alone is sufficient.
Fixed a bug where 'One or more series is 90% or more NaN' was printing when it shouldn't
Fixed (or more accurately, reduced) a bug where multiple initial runs were counting as validation runs.
Fixed bug where validation subsetting was behaving oddly
Fixed bug where regressor wasn't being passed to validation.
Renamed preord_ to future_ regressor.
Renamed sample datasets.
Allowed export of result_file as .pickle along with more complete object.
Added model_interrupt parameter to allow for manually skipping models when enabled.
Made serious efforts to make the code prettier with pylint, still lots to do, however...
Improved genetic recombination so optimal models should be reached more quickly
Improved Point to Probabilistic methods:
'historic_quantile' more stable quantile-based error ranges
'inferred normal' Bayesian-inspired method
Metrics:
Added Scaled Pinball Loss (SPL)
Removed upper/lower MAE
Improved ensembling with new parameter options
Recursive ensembling (ensemble of ensembles) now enabled
Validation:
Added 'seasonal' validation method
Categorical transformer improved, now tolerant to leaving bounds.
Added remove_leading_zeroes option for convenience.
Added a number of new Transformer options
Multiple new Sklearn-sourced transformers (QuantileTransformer, etc)
SinTrend
DifferencedDetrend
CumSumTransformer
PctChangeTransformer
PositiveShift Transformer
Log
IntermittentOccurrence
SeasonalDetrend
bkfilter and cffilter
DatepartRegression
Entirely changed the general transformer to add ~~three~~ four levels of transformation.
Allowed context_slicer to receive direct integer inputs
Added new 'Detrend' options to allow more sklearn linear models.
GLM
Error where it apparently won't tolerate any zeroes was compensated for.
Speed improvement.
RollingRegression
Added SVM model
Added option to tune some model parameters to sklearn
Added new feature construction parameters
Added RNNs with Keras
GluonTS:
fixed the use of context_length, added more options to that param
Dynamic Factor added uncertainty from Statsmodels Statespace
VARMAX added uncertainty from Statsmodels Statespace
New models:
SeasonalNaive model
VAR from Statsmodels (faster than VARMAX statespace)
MotifSimulation
WindowRegression
TensorflowSTS
TFPRegression
ComponentAnalysis